NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 51.60 50.80 -0.80 -1.6% 52.32
High 51.77 54.52 2.75 5.3% 54.52
Low 50.40 50.66 0.26 0.5% 50.12
Close 51.65 54.52 2.87 5.6% 54.52
Range 1.37 3.86 2.49 181.8% 4.40
ATR 2.42 2.52 0.10 4.3% 0.00
Volume 4,173 5,808 1,635 39.2% 19,038
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 64.81 63.53 56.64
R3 60.95 59.67 55.58
R2 57.09 57.09 55.23
R1 55.81 55.81 54.87 56.45
PP 53.23 53.23 53.23 53.56
S1 51.95 51.95 54.17 52.59
S2 49.37 49.37 53.81
S3 45.51 48.09 53.46
S4 41.65 44.23 52.40
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 66.25 64.79 56.94
R3 61.85 60.39 55.73
R2 57.45 57.45 55.33
R1 55.99 55.99 54.92 56.72
PP 53.05 53.05 53.05 53.42
S1 51.59 51.59 54.12 52.32
S2 48.65 48.65 53.71
S3 44.25 47.19 53.31
S4 39.85 42.79 52.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.04 50.12 5.92 10.9% 2.00 3.7% 74% False False 4,663
10 57.15 50.12 7.03 12.9% 1.91 3.5% 63% False False 4,147
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 70.93
2.618 64.63
1.618 60.77
1.000 58.38
0.618 56.91
HIGH 54.52
0.618 53.05
0.500 52.59
0.382 52.13
LOW 50.66
0.618 48.27
1.000 46.80
1.618 44.41
2.618 40.55
4.250 34.26
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 53.88 53.79
PP 53.23 53.05
S1 52.59 52.32

These figures are updated between 7pm and 10pm EST after a trading day.

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